Never, ever do self harm. Nobody, even the imaginary things in your head, has the right to harm you, if you are a upright person who hasn't committed a serious crime.

Acknowledge that you are suffering from commanding hallucination and don't listen to them. Tell them that it's none of their business. I did the same.

Edit : I am sorry for the loss of your grandmother.

I think you should explain the situation fully to your doctor and do the tests he suggests you to go through. Trust him fully and listen to his words.